Book Review: Introduction to the theory of stochastic processes depending on a continuous parameter

David G. Kendall
1954 Bulletin of the American Mathematical Society  
chapter of the book, and is full of useful information. The thoroughness in laying the groundwork in chapters VIII and IX simplifies the work of this chapter considerably. XL Integral representations with integrals of confluent hypergeometric functions. This chapter has been added in the second edition. As J. H. Curtiss remarks in the Foreword, this work is "a labor of love on the part of the author" with whom "to derive new formulas pertinent to the hypergeometric function was, quite
more » ... his hobby as well as his profession." The resulting book has a flavor all of its own which sets it apart from all other books on the subject. The monograph is written by a specialist for mathematicians seeking highly specialized information; it does not attempt to replace, or to compete with, standard texts, and offers much that will be new even to experts in this field. The continuing demand for the book is due in a large measure to the increasing number of mathematicians who have "discovered" Snow's monograph and found it so helpful that they would like to own a copy. In the course of the last ten years the present reviewer loaned his copy of the first edition to numerous colleagues, and on the book being returned (somewhat reluctantly in many cases), the borrower almost invariably asked how he could buy a copy. It is a pleasant thought that in the future it will be possible to give a simple answer to this question. A. ERDÉLYI
doi:10.1090/s0002-9904-1954-09868-3 fatcat:muf42ybckbffhiho7mi4atomj4